4.79Open7.51Pre Close161 Volume417 Open Interest119.00Strike Price76.67KTurnover47.53%IV0.37%PremiumAug 16, 2024Expiry Date4.63Intrinsic Value100Multiplier2DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type-0.8154Delta0.0549Gamma22.54Leverage Ratio-0.2080Theta-0.0067Rho-18.37Eff Leverage0.0275Vega